+32.7%
ORCL vs AME
+50.7%
-18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.5% |
| 7D | +5.3% | +0.6% | +4.6% | +5.0% |
| 30D | +10.0% | -6.7% | +16.7% | +13.1% |
| 3M | -32.6% | +4.1% | -36.7% | -33.6% |
| 6M | +4.9% | +1.6% | +3.4% | +3.8% |
| YTD | -17.8% | +16.1% | -33.9% | -23.9% |
| 1Y | -28.0% | +27.3% | -55.3% | -36.8% |
| All | +32.7% | +50.7% | -18.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling